Skip to content

mlvl36667/mjd_atomic

Repository files navigation

Analysis of atomic swaps using MJD (Merton Jump Diffusion)

Install the dependencies:

sudo apt-get install texlive-latex-base texlive-latex-extra -y
pip3 install scipy matplotlib 

Use the code in the following way:

rm -rf swap_output && rm -rf limits.xml && python3 run.py [NUMBER OF DATAPOINTS] [CONVERTED INPUT]

converted input format: [UNIX TIMESTAMP],[PRICE],[INDEX 1h],[INDEX 1s]

use "convert_prices.py" for this purpose

then SR (Figure 6. in Stochastic analysis of the success rate in atomic swaps) will be printed to "real_world_sr.pdf"

About

Game theoretical analysis of atomic swaps

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published